3 Metric theory of continued fractions ‘The examples we saw in Chapters 1 and 2 suggest that real numbers are arith- metically quite diverse. The theory of continued fractions as we have devel- ‘oped it allows us to recognise whether @ given real number is rational or is a ‘quadratic irrational; for the latter as well as for several transcendental num- bers such as e, whose quotients follow a clear periodic pattem, we have pre: cise knowledge of the quality of their rational approximations, as for instance in (2.40). A standard counting argument, however, shows that the totality of such num- bers is countable; hence they form a subset of measure zero of the reals. Itis therefore reasonable to look into the arithmetic properties of other real num: bers—in particular, of almost all real numbers (of course, in the sense of the usual Lebesgue measure M). ‘The classical problems of metric number theory include determining the ‘measure of the set of numbers that satisfy a given arithmetic property, In the context of continued fractions, for example, we may ask about the measure of the set of numbers whose 100th quotient ayqo is exactly 100, or whose 100th convergent n/n Satisfies gy < 10!°. This is exactly the sort of question that we will address in this chapter, Since shifting a real number «by an integer does not affect its arithmetic properties, we can always restrict our consideration to the case of real a be- tween O and 1, so that we can write = = 0544, 02, 05,046.) aD3.1 Partial quotients of a number as functions of that number 65 This will be our convention about a throughout this chapter and, for simplicity of notation, we may and will write a = [a;,43,43,a4,-..] 3.1 Partial quotients of a number as functions of that number The main task of this section is to express the partial quotients ag in (3.1) as functions of a. We call the interval (0,1), where our number a lives, the interval of zeroth rank. We are in effect studying the Gauss map mentioned at the end of the previous chapter. Because ay = [1/a], we see that 1 1 0. The function «(a is constant on the intervals 1/(k + 1) 1, 8 monotone; hence ay.4(@) = lays) is monotone on the interval (of rank n) 86 ‘Therefore, when o runs over the interval [,, the corresponding ay,i(@) assume successively the values 1,2,3,..., splitting J, into a countable set of intervals of rank n + 1. The latter set is arranged from right to left ifn is even and from left to right if n is odd, To summarise, for each system of values (3.4) a unique interval (3.6) is assigned, and the function dy,(@) then takes all integer values from 1 to 62 on the interval. In general, a system of values 4m (0) = Kay (0) = Koy aint) = ky an determines a countable union of disjoint intervals. ‘The first question that we shall address in the framework of metric theory is determining the measure of the subset « € (0, 1) for which aq: = &, a given positive integer, ‘Assuming that all partial quotients a;,...,d, are fixed as in (3.4), we know that our a belongs to the interval J, in (3.6). The condition dy. = ay.1) = k implies that k < aq, < K+ I, $0 that the corresponding a in (3 the interval Dok + Poor Palk+ 1) + Pw GR dont” GE *D = Gon Furthermore, the lengths of the intervals are os - ae Pal —1_ del Bde Mal =3.2 Growth of partial quotients of a typical real number 6 and [pak + Peat _ palk +1) + p Gok Ant alk D4 Gn 1 GR Ge GE =D Ge l RC + aT + Wk AT where A = gn-1/qn. Therefore Me wet Lea (1+ afk + 1k + Aye) and, because Lea 1a Bet aw iepedca wwe finally obtain 1 We 2 38 Th) SB os Inother words, the interval of rank n+ 1, where dys: = k equals about 1/4? of the underlying interval of rank n Itis striking that this property as well asthe bounds in (3.8), are independent ofthe previous quotients ki, ...,ky and are even independent of n. By summing the inequalities 1 ae overall intervals fy of rank n (that is, over alk... y anging from 110 6), and using the obvious equalities diel we find that the contribution of the real numbers @ € (0,1), subject to the condition dye:(a) = , is between 1/(3K?) and 2/K (and hence of magnitude 1/2). This answers the question above ~at least, toa first approximation. 2 Val < Ul < SU Wal < Ul < ZU 1 and SUP, = M(lor € (0,1) £ agon() = a) 3.2. Growth of partial quotients of a typical real number Our knowledge is already sufficient to prove a metric result imposing infinitely ‘many conditions on a given a € R.68 ‘Metric theory of continued fractions ‘Theorem 3.1 Let J: N— Rag be an arbitrary positive function of a natural ‘number n. Then, for almost all « € (0, 1), the inequality ay = aga) > Yn) G9) holds infinitely often ifthe series “a a 4 Fe diverges. Conversely for almost all a € (0,1), the inequality (3.9) holds ar ‘most finitely many times ifthe series converges. Rawark 3.2 In particular, taking y(n) = M, a positive constant, we deduce from Theorem 3.1 that the set Byy = (er € (0,1) : ag(a) 5p Mle) = GU: 2 Hence a Lita)» Seat Ze 1 1 lima Dy iE) 1 ~ sare) mel co, This implies that, for any fixed m, we have M(Ems) 0 asn—00, and hence the set Ew = (13.1 Em = (@ € (0,1) :ay(a) < Yn) forall n > m) has measure zero as wel. Finally, if for @ real number a the inequality (3.2) is satisfied at most finitely many times then a € Ey for sufficiently large m. Hence a is also in the set E = Up, Ems Which has measure zero, as it is a countable union of measure-zero sels. This establishes the first part of our theorem, Now assume thatthe series 2 1/4(n) converges; in particular, for all n= my we have y(n) > 2, and the series 1 Law converges as well, Take an arbitrary m > mp, Let fy be an interval of rank m and 18, ¢ Jy the embedded interval of rank n 1 subject to the condition dyy1 = k The upper bound in (3.8) implies that Rite Bae eat Wal Tae y=t10 ‘Metric theory of continued fractions Writing Fy = (a € 0,1): ag(a) > W(n)} and su ‘overall intervals of rank n, we find that ming the resulting inequality a) ME) < (Con) < and so the series Zz, ME) converges ‘Thus, i Eis the set of © (0,1) for which ay > dl) holds infinitely often (s0 that those belong to infinitely many sets) then M(E") = 0. (The later is a standard fact from metric set theory: the set E” is contained in Us, E for any m > no, and the measure of the latter can be made arbitrarily small because itis bounded by a tal ofthe convergent series J:>, M(E,): see (157. ‘Chapter 61.) This proves the second part ofthe theorem a 3.3 Approximation of almost all real numbers by rationals ‘Theorem 1.38 tells us that for any irrational « the inequality 1 z has infinitely many solutions in p € Zand q 0) the improper integral xd) de G12) diverges. Conversely, if the integral converges then for almost all a © R the inequality has only finitely many solutions in integers p and q > O.3.3 Approximation of almost all real numbers by rationals. TL ‘We need two preparatory lemmas. Lemma 3.4 For a positive real M, consider the n-fold integral non= f {a See fof ayaa, G19 ae , (the second integral is the result of the change of variables xj = 1/9, for J = Uy.--sm in the first integral), Then Ty(M) = 1 for 0 1 14) M f eM on f 7 Toes(Mya dyn Le “, oe which proves (3.14) for 9 Lemma 3.5 There exists an absolute constant B > 0 such that, for almost all = [aosa;,4z,...] € Rand sufficiently large n, the inequality 402 dy < Gus) holds. (More explicitly, ome can use (3.15) with B = 3.) Proof For each n = 1,2,... and a real number M > 1, introduce the set E,(M) of @ € (0,1) for which the inequality aya2 +-dy > M holds. This set isR ‘Metric theory of continued fractions clearly a finite union of certain intervals of rank m; we know from Section 3.1 that the length of any such interval is G.16) ‘To estimate the sum on the right-hand side of (3.16), write {4 -[le-dhks Hence where 74(M) is given in (3.13), By Lemma 34 we can extend (3.16) to 2 Eh toga ME) <= . my od Now, choosing M =e, where B > 1 is constant, using log! M _ (Bn)* _ (Bn)" mR and the estimate n! > (n/e)* obtained from exponentiating the lower bound in 2.37), we obtain UE) M(E,(e™)) converges. But this means that, M (03, Unom Ene") = 0 and, except for a set of measure zero, cach real number belongs to at most finitely many sets E,(e%). In other words, for al- most all « € (0, 1) and sufficiently large n, one has which is the required inequality. o3.3 Approximation of almost all real numbers by rationals. 73 Restark 3,6. Later we will see that a much stronger result is true, namely, that iia = 2.685 452 001 065 306445 309714835481... (3.17) for almost all € R. Lemma 3.7 There exists an absolute constant C > 1 such that, for almost all © Rand sufficiently large n, we have gala) < e&. 3.18) Rusanx 3.8 From the results of Section 1.3 we already know that gq(cr) > Fy, where F, is the nth Fibonacci number, holds for any real number a; thus Lemma 3.7 implies that S < Waa =, for almost all real a and sufficiently large n. In fact, a more delicate analy sis [81, 98] (far beyond the scope of our exposition here) shows that for almost alla €R the following limit exists: sim te) = eo 2 we Big)-ssemvwmin aw Proof of Lemma 3.7 ‘This follows immediately from Lemma 3.5 and the up- per bound in (2.18), with the implied constant v5 C=B+l0 0 2 Exancist 3.9 (Lochs’ theorem [101]) Using (3.19), show the following: if rn = n(d) is the exact number of partial quotients of the continued fraction for @€ [0, 1) that can be obtained from the first d decimals of e then, n_ Glog 2log 10 Jim 5 = REC REN = 0.970270 114392033925 74 for almost all «. For example, knowing the first 1000 decimal digits of x allows one to com- pute the first 968 partial quotients of its continued fraction.4 ‘Metric theory of continued fractions Proof of Theorem 3.3 First consider the case when the integeal (3.12) diverges. Define f(y) = e%%4(e%), which is a non-decreasing function by the hypothe~ sis, where C > 1 is the constant from Lemma 3.7. Then the integral sy a sc [sore Bf erecenaeey= BO stones, where M > ¢, increases unboundedly as M > eo, It follows that the series Sor Fn) diverges, and Theorem 3.1 implies that, for almost all € (0,1), the imequality ay.,(a) > 1/0) holds for infinitely many indices, This inequality intur yields 1 1. fe) Stent Gyan 8.20) tthe same time, for almost all and sufficiently lange n we have gy < e€ by ‘Lemma 3.7, which is equivalent to n > (log qa)/C. Substituting this ito (3.20) we obtain < floaan/ a Which holds for almost all real numbers a and infinitely many indices n, This ives the required infinitude of integer solutions of (3.11). [Now suppose thatthe integral (3.12) converges. Then the series Ys. md) converges. Let E, denote the set of a in (0,1) that satisfy (3.11). The set E, is clearly a disjoint union of intervals, each of length 24(q), whose centres are located at 1/4. 2/q.....(g~ ID/g, and of the two additional intervals (0, 6(@)) and (1 = @(@), 1). Thus M(E,) < 2q6(q) (strict inequality only occurs when ‘g8(q) > 1/2), so that the series Pyar M(E,) converges. This implies, as we have already seen several times, that almost all a € (0,1) can belong only to a HQ). finite number of sets E,. In other words, for almost all « and for q sufficiently large the inequality g | > 4a) a holds, This proves the second part ofthe theorem, a Before we tum to the expected size of the coeficients in continued frac tion, we should remark that Lebesgue measure is only one way of quantifying smaliness. This is made clear by the striking exercise that follows. Exencise 3.10 Show that the set of Liouville numbers, all transcendental, has measure zero but nonetheless is large in the sense of Baire category; indeed the complement ofthe Liouville mambers is a nowhere dense Fst (a countable union of closed sets),34 Gauss-Kuzmin statisties 15 3.4 Gauss-Kuzmin statistics Writing Oy = Op(0) = [api dgeiedgrrrs cd m= 0,12, for the complete quotients of a = [0;a1,dz,...] € (0,1), define Kal) = Oty = (te) = ay ~ dn, 0,1,2, Then, clearly, x(a) = e” and 0 < xq(o) < 1 form = 0,1,2,... We will let n(x) denote the measure of the set {a € (0, 1) : m(@) < x}, where 0< x < 1 ‘Then yo(x) = x and simple analysis shows that = Yfuna($) ay-+%y)sthe inequality x, 1; passing to measures, we obtain (3.21). ‘The functional equation (3.21) was known to Gauss, and probably formed the grounds for his claim in a letter to Laplace of having found a proof of Jim ua(2) = log,(1+2), OS xs 1 Indeed, the function (x) 6.21) ‘in the limit’, ws) = LG) =) osrst: the boundary condition (1) = 1 then gives © = 1/log2, Besides this ob- servation, Gauss indicated that it would be desirable to estimate the deviation a(x) ~ log,(1 + x) for large n, a problem he could not solve himself. Justification of the claim of Gauss, as well as an answer to his problem, was given by R. Kuzmin [91] only in 1928. One year later, but independently, another proof with a better estimate of the deviation was given by P. Lévy [97] Indeed, a good proof needed the development of modern probability theory, log(1 + x) for any c € B satisfies the equation Theorem 3.11 (Gauss, Kuzmin, Lévy) There exist absolute positive con- stants 2 and C such that Wis) —logs(+x< Ce — ford fimrow,(1+ 5) G24) ‘Taking /(m) = log m in Theorem 3.12 implies the geometric-mean asymp- toties (3.17). The theorem, however, cannot be applied to the arithmetic mean (a, ++ + a,)/n, a8 the corresponding choice f(m) = m does not satisfy the hypothesis. However, a more elementary argument namely, that in The- ‘orem 3.1 —implies that, almost everywhere, for infinitely many n we have 4, > nlogn. Therefore 1S a> 2 > ten,Notes n and hence for almost all a the limit of (ay +--+ a,)/n as n + 60 does not exist. ‘The choice 1 ifm= 0 ifmek fon) = { in Theorem 3.12, where & is a fixed positive integer, allows one to count sn(k) = Ey f(D the number of appearances of kin ajy...,dq. Then s4(8)/n characterises the density of kin te set ofthe fist n partial quotients, while the limit im 28) de if it exists, represents the density of kin the set of all partial quotients. In this case, ‘Theorem 3.12 implies the existence of the limit for almost all a, as well as providing its value ib) = lo3 (ees) eka n. G25) Notes Although the sets $y in Remark 3.2 have measure zero, the set of denomina- tors (continuants) Qu CN of all convergents of the numbers in By is expected to coincide with N forall M > 5. This is known as Zaremba’s conjecture [172], and we take it up again in Chapter 6. Quite recently, progress on the problem has been reported by Bourgain and Kontorovich [33]: for M > 2189, they showed that tim #22Qu:tsaem ‘The constants on the right-hand sides of (3.17) and (3.19) are known as Khintchine’s and Lévy’s constants, respectively [58]. ‘An amusing self-referent question is whether Khintehine’s constant (3.17) obeys the Gauss-Kuzmin statistics of (3.23) or (3.25).’The computation of over 7000 digits of Khintchine’s constant ~and related quantities as described in (9], suggests that it does. That paper also discusses explicit constructions of ‘numbers for which the various Khintchine means hold. Likewise, in Figure 3.1 we show a histogram of the first 100 million terms of the continued fraction of 1, as computed by Bickford which are accessible8 ‘Metric theory of continued fractions ate 40 35 30 25 20 15 10 os 00 12 3 4 5 6 7 8 9 10 11 12 13 14 15 Figure 3.1 The expected and computed values of the Gauss-Kuzmin statisti for the fist 100 million terms of the continued fraction form at hoep://neilbick#ord.com/pict htm. In Figure 3.2 we show a his- togram of the error. The agreement is remarkable. Of course, nothing is proved! ‘Current information on the computation of the continued fraction for x is, available at nt tp: //nathwor14.wolfram.com/PiCoatinuedFraction. ‘nem. As of mid 2013, the largest terms found (Sloane's sequence A033089) ‘out ofthe first 15 billion terms are 3.7, 15, 292, 436, 20776, 78 629, 179 136, 528 210, 12996958, 878 783 625, 5.408 240 597, 5 916 686 112, 9448 623 833. ‘The term 20776 was found by Euler, Exereist 3.13 Compute the first 10000 partial quotients of your favourite real number (eg, £(3), log? ete) and compare the distribution of the patil ‘quotients withthe statistical measures discussed in this chapter.Notes 9 4000 3000 2000 1000 1000 2000 3000 4000 123 4 5 6 7 8 9 1011 12 13 14 15 Figure 32 The err between the expected and computed values of the Gauss Kuzma statistics forthe it 100 million terms ofthe continued fraction form Exaxcise 3.14 Estimate the value of the so-called ‘Khintchine harmonic mean’ defined by tim ——" Mn tae for almost all real numbers. (A method for obtaining a high-precision answer for this and other such means is to be found in [9.)